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HUTCHMED (China) Ltd
HCMAdd to Watchlist
11.500USD
0.0000.00%
Market hours （ET）Quotes delayed by 15 min
2.01BMarket Cap
21.27P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.27
VaR
+6.53%
240-Day Maximum Drawdown
+48.00%
240-Day Volatility
+36.71%
Return
Best Daily Return
60 days
+5.31%
120 days
+6.62%
5 years
+21.95%
Worst Daily Return
60 days
-5.04%
120 days
-5.04%
5 years
-18.95%
Sharpe Ratio
60 days
-4.56
120 days
-1.35
5 years
-0.07
Risk Assessment
Maximum Drawdown
240 days
+48.00%
3 years
+54.13%
5 years
+80.35%
Return-to-Drawdown Ratio
240 days
-0.80
3 years
-0.15
5 years
-0.18
Skewness
240 days
+0.31
3 years
+0.38
5 years
+0.18
Volatility
Realised Volatility
240 days
+36.71%
5 years
+63.79%
Standardised True Range
240 days
+4.09%
5 years
+7.64%
Downside Risk-Adjusted Return
120 days
-234.06%
240 days
-234.06%
Maximum Daily Upside Volatility
60 days
+24.75%
Maximum Daily Downside Volatility
60 days
+30.51%
Liquidity
Average Turnover Rate
60 days
+0.02%
120 days
+0.02%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
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